BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,758: 444 120 150 5,421 5,692 6,015 5,963: 743 795
Old : 6,758: 444 120 150 5,421 5,692 6,015 5,963: 743 795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 241: 1 16 15 244 189 260 220: -19 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.8 2.2 80.2 84.2 89.0 88.2: 11.0 11.8
Old : 100.0: 6.6 1.8 2.2 80.2 84.2 89.0 88.2: 11.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 2 14 11 19 13:
Old : 23: 3 2 2 14 11 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 69.5 78.5 82.3 66.9 68.9 77.4 78.0
Old : 66.9 69.5 78.5 82.3 66.9 68.9 77.4 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,101: 6,370 4,332 13,164 29,564 24,328 49,098 41,824: 6,003 13,277
Old : 55,101: 6,370 4,332 13,164 29,564 24,328 49,098 41,824: 6,003 13,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,023: 363 -5 87 653 572 1,103 654: -80 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.9 23.9 53.7 44.2 89.1 75.9: 10.9 24.1
Old : 100.0: 11.6 7.9 23.9 53.7 44.2 89.1 75.9: 10.9 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 15 17 21 34 32 61 59:
Old : 77: 15 17 21 34 32 61 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 24.6 53.1 36.9 37.7 22.9 46.8 31.6
Old : 39.1 24.6 53.1 36.9 37.7 22.9 46.8 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 310,881: 59,137 43,699 94,083 125,420 128,386 278,640 266,168: 32,241 44,713
Old : 267,203: 52,564 51,164 75,984 113,481 103,368 242,030 230,516: 25,173 36,687
Other: 43,678: 14,827 789 9,845 11,939 25,018 36,610 35,652: 7,068 8,026
: : :
: : Changes in Commitments from: March 13, 2012 :
: 7,171: -5,768 4,465 9,846 3,207 -6,268 7,284 8,043: -113 -871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.1 30.3 40.3 41.3 89.6 85.6: 10.4 14.4
Old : 100.0: 19.7 19.1 28.4 42.5 38.7 90.6 86.3: 9.4 13.7
Other: 100.0: 33.9 1.8 22.5 27.3 57.3 83.8 81.6: 16.2 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 94 98 130 69 78 234 255:
Old : 298: 87 113 126 64 78 224 254:
Other: 127: 40 9 34 46 56 103 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 15.6 28.9 23.8 16.3 13.5 25.6 18.5
Old : 19.1 15.9 30.9 24.6 18.4 13.4 27.9 19.0
Other: 23.3 23.5 38.3 35.6 22.7 19.4 32.6 27.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 446,496: 119,013 40,118 133,064 163,938 196,264 416,014 369,445: 30,482 77,051
Old : 446,496: 119,013 40,118 133,064 163,938 196,264 416,014 369,445: 30,482 77,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 2,472: -5,873 2,744 4,770 3,289 -3,496 2,186 4,018: 286 -1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.0 29.8 36.7 44.0 93.2 82.7: 6.8 17.3
Old : 100.0: 26.7 9.0 29.8 36.7 44.0 93.2 82.7: 6.8 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 153 93 158 105 154 330 340:
Old : 424: 153 93 158 105 154 330 340:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 14.3 28.5 21.2 17.1 11.0 27.1 15.8
Old : 17.7 14.3 28.5 21.2 17.1 11.0 27.1 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,526: 4,122 3,104 1,745 2,630 3,728 8,497 8,578: 2,029 1,948
Old : 10,526: 4,122 3,104 1,745 2,630 3,728 8,497 8,578: 2,029 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 319: 67 -95 105 33 83 204 92: 115 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 29.5 16.6 25.0 35.4 80.7 81.5: 19.3 18.5
Old : 100.0: 39.2 29.5 16.6 25.0 35.4 80.7 81.5: 19.3 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 28 24 19 13 22 53 58:
Old : 83: 28 24 19 13 22 53 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 31.0 52.8 45.0 34.2 26.6 46.9 39.0
Old : 35.9 31.0 52.8 45.0 34.2 26.6 46.9 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 58,320: 21,009 3,779 14,789 11,145 13,081 46,943 31,649: 11,378 26,671
Old : 58,320: 21,009 3,779 14,789 11,145 13,081 46,943 31,649: 11,378 26,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -2,250: -2,087 -373 -421 -102 -684 -2,611 -1,478: 361 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 6.5 25.4 19.1 22.4 80.5 54.3: 19.5 45.7
Old : 100.0: 36.0 6.5 25.4 19.1 22.4 80.5 54.3: 19.5 45.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 69 38 53 56 74 149 149:
Old : 206: 69 38 53 56 74 149 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 8.9 23.0 14.9 12.5 6.2 19.9 10.0
Old : 14.3 8.9 23.0 14.9 12.5 6.2 19.9 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,722: 251 4,716 90 8,289 3,197 8,630 8,003: 1,092 1,719
Old : 9,136: 224 4,580 84 7,769 2,991 8,077 7,655: 1,058 1,481
Other: 586: 29 138 4 520 206 553 348: 34 238
: : :
: : Changes in Commitments from: March 13, 2012 :
: 367: 23 279 6 204 79 233 364: 135 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 48.5 0.9 85.3 32.9 88.8 82.3: 11.2 17.7
Old : 100.0: 2.5 50.1 0.9 85.0 32.7 88.4 83.8: 11.6 16.2
Other: 100.0: 4.9 23.5 0.7 88.6 35.2 94.3 59.4: 5.7 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 7 3 13 11 17 19:
Old : 29: 2 7 3 13 11 17 19:
Other: 17: 2 4 1 9 3 11 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 57.9 83.4 73.0 76.8 57.7 83.0 71.3
Old : 76.6 59.3 83.1 74.0 76.6 59.1 82.7 72.3
Other: 84.7 56.8 92.4 59.4 84.7 56.8 92.2 57.9
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 126,240: 11,686 6,293 3,193 110,836 116,565 125,715 126,051: 525 189
Old : 126,240: 11,686 6,293 3,193 110,836 116,565 125,715 126,051: 525 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -11,401: 97 -535 -123 -11,313 -10,609 -11,339 -11,267: -62 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.0 2.5 87.8 92.3 99.6 99.9: 0.4 0.1
Old : 100.0: 9.3 5.0 2.5 87.8 92.3 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 1 14 14 18 18:
Old : 22: 4 3 1 14 14 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 74.3 88.7 88.7 30.2 31.2 38.1 36.9
Old : 74.4 74.3 88.7 88.7 30.2 31.2 38.1 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 196,138: 62,495 20,041 21,856 67,505 130,196 151,856 172,093: 44,282 24,044
Old : 196,138: 62,495 20,041 21,856 67,505 130,196 151,856 172,093: 44,282 24,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 17,580: 3,189 -12,514 10,233 3,527 15,589 16,950 13,308: 631 4,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 10.2 11.1 34.4 66.4 77.4 87.7: 22.6 12.3
Old : 100.0: 31.9 10.2 11.1 34.4 66.4 77.4 87.7: 22.6 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 36 13 14 30 29 74 48:
Old : 86: 36 13 14 30 29 74 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 47.3 43.8 65.8 23.3 43.6 29.9 52.4
Old : 31.7 47.3 43.8 65.8 23.3 43.6 29.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 44,583: 11,747 22,768 515 22,383 4,335 34,645 27,618: 9,938 16,965
Old : 44,583: 11,747 22,768 515 22,383 4,335 34,645 27,618: 9,938 16,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -12,406: 2,396 -1,506 -2,961 -11,437 -6,473 -12,002 -10,940: -404 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 51.1 1.2 50.2 9.7 77.7 61.9: 22.3 38.1
Old : 100.0: 26.3 51.1 1.2 50.2 9.7 77.7 61.9: 22.3 38.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 14 3 9 9 17 24:
Old : 33: 6 14 3 9 9 17 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 35.9 68.9 45.3 54.8 35.9 68.4 45.3
Old : 54.8 35.9 68.9 45.3 54.8 35.9 68.4 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 174,691: 87,482 63,153 273 79,503 106,155 167,258 169,581: 7,433 5,110
Old : 174,691: 87,482 63,153 273 79,503 106,155 167,258 169,581: 7,433 5,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -73,086: 1,033 55,596 -37,239 -36,066 -92,762 -72,272 -74,405: -814 1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 36.2 0.2 45.5 60.8 95.7 97.1: 4.3 2.9
Old : 100.0: 50.1 36.2 0.2 45.5 60.8 95.7 97.1: 4.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 60 15 2 17 21 79 36:
Old : 111: 60 15 2 17 21 79 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 53.6 76.1 79.1 53.1 53.6 74.3 79.1
Old : 53.1 53.6 76.1 79.1 53.1 53.6 74.3 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 147,315: 25,047 41,786 2,284 99,214 77,122 126,545 121,192: 20,771 26,124
Old : 147,315: 25,047 41,786 2,284 99,214 77,122 126,545 121,192: 20,771 26,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -60,189: 3,495 -21,502 -6,830 -59,249 -28,343 -62,584 -56,676: 2,395 -3,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 28.4 1.6 67.3 52.4 85.9 82.3: 14.1 17.7
Old : 100.0: 17.0 28.4 1.6 67.3 52.4 85.9 82.3: 14.1 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 23 26 7 28 28 54 58:
Old : 88: 23 26 7 28 28 54 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 47.9 59.0 55.6 40.9 46.2 58.3 54.0
Old : 41.0 47.9 59.0 55.6 40.9 46.2 58.3 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 158,978: 35,091 60,960 8,984 99,721 39,880 143,795 109,824: 15,182 49,154
Old : 158,978: 35,091 60,960 8,984 99,721 39,880 143,795 109,824: 15,182 49,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -54,032: 12,776 -3,812 -4,354 -62,638 -40,367 -54,216 -48,533: 184 -5,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 38.3 5.7 62.7 25.1 90.5 69.1: 9.5 30.9
Old : 100.0: 22.1 38.3 5.7 62.7 25.1 90.5 69.1: 9.5 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 18 51 22 27 27 57 88:
Old : 108: 18 51 22 27 27 57 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 22.0 66.1 31.0 50.3 21.9 63.6 30.9
Old : 50.8 22.0 66.1 31.0 50.3 21.9 63.6 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 301,280: 49,780 131,766 29,570 188,370 73,650 267,719 234,986: 33,560 66,294
Old : 301,280: 49,780 131,766 29,570 188,370 73,650 267,719 234,986: 33,560 66,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -51,558: 9,910 -6,411 -13,477 -34,155 -19,536 -37,721 -39,425: -13,837 -12,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 43.7 9.8 62.5 24.4 88.9 78.0: 11.1 22.0
Old : 100.0: 16.5 43.7 9.8 62.5 24.4 88.9 78.0: 11.1 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 31 80 44 50 48 113 140:
Old : 181: 31 80 44 50 48 113 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 28.0 49.1 36.5 33.5 28.0 48.6 35.1
Old : 33.8 28.0 49.1 36.5 33.5 28.0 48.6 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 20,288: 14,686 10,476 216 2,300 7,757 17,202 18,449: 3,086 1,839
Old : 20,288: 14,686 10,476 216 2,300 7,757 17,202 18,449: 3,086 1,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -12,623: -4,537 4,476 -4,238 -2,980 -12,956 -11,755 -12,718: -868 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 51.6 1.1 11.3 38.2 84.8 90.9: 15.2 9.1
Old : 100.0: 72.4 51.6 1.1 11.3 38.2 84.8 90.9: 15.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 22 9 1 4 7 26 17:
Old : 42: 22 9 1 4 7 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 67.2 65.0 80.5 52.5 67.2 64.5 80.5
Old : 52.5 67.2 65.0 80.5 52.5 67.2 64.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,379,012: 563,577 551,730 5,370,380 6,642,883 6,486,089 12,576,840 12,408,199: 802,171 970,813
Old :13,379,012: 563,577 551,730 5,370,380 6,642,883 6,486,089 12,576,840 12,408,199: 802,171 970,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
:-1,645,011: -175,371 -104,256 -787,556 -642,551 -741,732 -1,605,478 -1,633,543: -39,534 -11,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.1 40.1 49.7 48.5 94.0 92.7: 6.0 7.3
Old : 100.0: 4.2 4.1 40.1 49.7 48.5 94.0 92.7: 6.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 61 54 99 139 141 252 249:
Old : 268: 61 54 99 139 141 252 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 20.2 30.2 33.4 11.2 11.3 15.8 14.4
Old : 19.1 20.2 30.2 33.4 11.2 11.3 15.8 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 896,569: 77,901 111,373 55,746 623,580 609,055 757,228 776,175: 139,341 120,394
Old : 896,569: 77,901 111,373 55,746 623,580 609,055 757,228 776,175: 139,341 120,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -251,100: -9,783 8,009 -43,925 -172,440 -186,231 -226,147 -222,147: -24,952 -28,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 12.4 6.2 69.6 67.9 84.5 86.6: 15.5 13.4
Old : 100.0: 8.7 12.4 6.2 69.6 67.9 84.5 86.6: 15.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 110 123 94 239 236 403 399:
Old : 575: 110 123 94 239 236 403 399:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 12.8 22.8 21.4 13.5 12.4 20.7 19.3
Old : 14.9 12.8 22.8 21.4 13.5 12.4 20.7 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 296,263: 11,554 5,801 23,108 197,538 199,210 232,200 228,119: 64,064 68,145
Old : 296,263: 11,554 5,801 23,108 197,538 199,210 232,200 228,119: 64,064 68,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -107,311: -4,319 -7,493 -13,599 -69,118 -72,739 -87,037 -93,832: -20,274 -13,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.0 7.8 66.7 67.2 78.4 77.0: 21.6 23.0
Old : 100.0: 3.9 2.0 7.8 66.7 67.2 78.4 77.0: 21.6 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 15 16 25 69 60 100 85:
Old : 119: 15 16 25 69 60 100 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 18.6 32.1 30.2 19.5 17.9 26.9 27.3
Old : 21.5 18.6 32.1 30.2 19.5 17.9 26.9 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,001,528: 340,125 536,251 154,803 2,130,212 2,049,228 2,625,139 2,740,281: 376,389 261,247
Old : 3,001,528: 340,125 536,251 154,803 2,130,212 2,049,228 2,625,139 2,740,281: 376,389 261,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -718,943: -70,759 34,069 -108,186 -516,608 -567,458 -695,554 -641,575: -23,389 -77,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 17.9 5.2 71.0 68.3 87.5 91.3: 12.5 8.7
Old : 100.0: 11.3 17.9 5.2 71.0 68.3 87.5 91.3: 12.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 535: 103 117 85 213 216 364 370:
Old : 535: 103 117 85 213 216 364 370:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 13.2 27.5 20.8 18.2 12.7 25.5 19.5
Old : 19.3 13.2 27.5 20.8 18.2 12.7 25.5 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 98,948: 13,905 4,539 26 74,891 90,732 88,822 95,297: 10,127 3,652
Old : 98,948: 13,905 4,539 26 74,891 90,732 88,822 95,297: 10,127 3,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -27,608: -2,170 -1,783 17 -25,199 -24,421 -27,352 -26,187: -256 -1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.6 0.0 75.7 91.7 89.8 96.3: 10.2 3.7
Old : 100.0: 14.1 4.6 0.0 75.7 91.7 89.8 96.3: 10.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 13 3 1 53 36 66 40:
Old : 90: 13 3 1 53 36 66 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 45.0 44.5 63.4 30.9 42.2 43.8 60.1
Old : 30.9 45.0 44.5 63.4 30.9 42.2 43.8 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 90,316: 26,635 8,320 1,706 56,595 74,304 84,937 84,330: 5,379 5,986
Old : 90,316: 26,635 8,320 1,706 56,595 74,304 84,937 84,330: 5,379 5,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -52,347: -7,530 2,098 -4,401 -33,680 -47,128 -45,611 -49,431: -6,736 -2,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.2 1.9 62.7 82.3 94.0 93.4: 6.0 6.6
Old : 100.0: 29.5 9.2 1.9 62.7 82.3 94.0 93.4: 6.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 80 40 14 75 86 162 133:
Old : 256: 80 40 14 75 86 162 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 31.9 48.7 46.6 36.0 31.9 48.7 46.6
Old : 36.0 31.9 48.7 46.6 36.0 31.9 48.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 451,580: 133,177 41,598 8,530 282,977 371,522 424,684 421,650: 26,896 29,930
Old : 451,580: 133,177 41,598 8,530 282,977 371,522 424,684 421,650: 26,896 29,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -148,225: -40,684 8,104 -8,186 -94,786 -144,545 -143,656 -144,627: -4,569 -3,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.2 1.9 62.7 82.3 94.0 93.4: 6.0 6.6
Old : 100.0: 29.5 9.2 1.9 62.7 82.3 94.0 93.4: 6.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 80 40 14 75 86 162 133:
Old : 256: 80 40 14 75 86 162 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 31.9 48.7 46.6 36.0 31.9 48.7 46.6
Old : 36.0 31.9 48.7 46.6 36.0 31.9 48.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 170,004: 96,724 52,149 3,956 37,358 91,713 138,037 147,817: 31,966 22,186
Old : 170,004: 96,724 52,149 3,956 37,358 91,713 138,037 147,817: 31,966 22,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -38,026: -1,394 20,720 -16,179 -19,431 -41,757 -37,004 -37,216: -1,022 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 30.7 2.3 22.0 53.9 81.2 86.9: 18.8 13.1
Old : 100.0: 56.9 30.7 2.3 22.0 53.9 81.2 86.9: 18.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 33 31 14 21 26 64 61:
Old : 98: 33 31 14 21 26 64 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 46.6 59.5 60.0 50.3 46.2 59.4 58.9
Old : 50.4 46.6 59.5 60.0 50.3 46.2 59.4 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 44,910: 6,728 17,379 0 31,361 5,193 38,089 22,572: 6,821 22,338
Old : 44,910: 6,728 17,379 0 31,361 5,193 38,089 22,572: 6,821 22,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -1,040: 437 -877 0 -1,689 -240 -1,252 -1,117: 212 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 38.7 0.0 69.8 11.6 84.8 50.3: 15.2 49.7
Old : 100.0: 15.0 38.7 0.0 69.8 11.6 84.8 50.3: 15.2 49.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 14 8 0 24 6 38 14:
Old : 49: 14 8 0 24 6 38 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 42.7 52.3 48.0 38.6 42.7 52.3 48.0
Old : 38.6 42.7 52.3 48.0 38.6 42.7 52.3 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 45,172: 17,981 3,214 833 19,817 8,483 38,631 12,530: 6,541 32,642
Old : 45,172: 17,981 3,214 833 19,817 8,483 38,631 12,530: 6,541 32,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -721: -1,317 -6,045 679 1,612 -2,408 974 -7,774: -1,695 7,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 7.1 1.8 43.9 18.8 85.5 27.7: 14.5 72.3
Old : 100.0: 39.8 7.1 1.8 43.9 18.8 85.5 27.7: 14.5 72.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 11 5 2 25 15 37 21:
Old : 50: 11 5 2 25 15 37 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 12.2 59.0 18.3 42.9 12.2 56.3 17.9
Old : 45.6 12.2 59.0 18.3 42.9 12.2 56.3 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012